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Forecasting model
296
Prognoseverfahren
296
Theorie
142
Theory
142
Time series analysis
92
Zeitreihenanalyse
92
Estimation theory
79
Schätztheorie
79
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69
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67
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53
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52
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Timmermann, Allan
15
Diebold, Francis X.
11
Patton, Andrew J.
11
Swanson, Norman R.
10
Clark, Todd E.
7
Dijk, Herman K. van
7
Ghysels, Eric
7
Bollerslev, Tim
6
Corradi, Valentina
6
Elliott, Graham
6
McCracken, Michael W.
6
Schorfheide, Frank
6
Taylor, Robert
6
Andersen, Torben
5
Lee, Ji Hyung
5
Linton, Oliver
5
Pesaran, M. Hashem
5
Rossi, Barbara
5
Demetrescu, Matei
4
Fan, Jianqing
4
Giacomini, Raffaella
4
Hong, Yongmiao
4
Kapetanios, George
4
Koop, Gary
4
Marcellino, Massimiliano
4
Pettenuzzo, Davide
4
Rodrigues, Paulo M. M.
4
Rudebusch, Glenn D.
4
Sekhposyan, Tatevik
4
West, Kenneth D.
4
Xiu, Dacheng
4
Zhang, Xinyu
4
Cai, Zongwu
3
Carriero, Andrea
3
Georgiev, Iliyan
3
Geweke, John
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
Hallin, Marc
3
Hansen, Bruce E.
3
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National Bureau of Economic Research
1
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1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
International journal of forecasting
1,659
International journal of hospitality management
981
Journal of forecasting
910
NBER working paper series
497
Journal of revenue and pricing management
470
Working paper / National Bureau of Economic Research, Inc.
458
Technological forecasting & social change : an international journal
457
NBER Working Paper
418
European journal of operational research : EJOR
414
Working paper
367
Energy economics
365
Finance research letters
359
Applied economics
353
International journal of contemporary hospitality management
346
Tourism management : research, policies, practice
343
Discussion paper / Centre for Economic Policy Research
327
Management science : journal of the Institute for Operations Research and the Management Sciences
316
MPRA Paper
299
Economics letters
265
Economic modelling
264
ECB Working Paper
258
Applied economics letters
254
International review of financial analysis
240
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Tourism economics : the business and finance of tourism and recreation
238
Discussion paper / Tinbergen Institute
231
Journal of banking & finance
225
CESifo working papers
219
Journal of hospitality marketing & management
208
International journal of production economics
207
International journal of production research
205
Industrial and Commercial Training
200
Working Paper
196
Journal of empirical finance
191
Working paper series / European Central Bank
191
Computational economics
187
IMF Working Papers
184
Journal of business research : JBR
176
International review of economics & finance : IREF
175
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ECONIS (ZBW)
309
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1
CRPS
learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
2
Modeling and
forecasting
(un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
3
Dynamic prediction pools : an investigation of financial frictions and
forecasting
performance
Del Negro, Marco
;
Hasegawa, Raiden B.
;
Schorfheide, Frank
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 391-405
Persistent link: https://www.econbiz.de/10011704724
Saved in:
4
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
Saved in:
5
The role of implied volatility in
forecasting
future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
Saved in:
6
Determining the MSE-optimal cross section to
forecast
Arbués, Ignacio
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 61-70
Persistent link: https://www.econbiz.de/10009764428
Saved in:
7
Forecasting
inflation using commodity price aggregates
Chen, Yu-chin
;
Turnovsky, Stephen J.
;
Zivot, Eric
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 117-134
Persistent link: https://www.econbiz.de/10010506079
Saved in:
8
Unpredictability in economic analysis, econometric modeling and
forecasting
Hendry, David F.
;
Mizon, Grayham E.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 186-195
Persistent link: https://www.econbiz.de/10010497091
Saved in:
9
Theory-coherent
forecasting
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 145-155
Persistent link: https://www.econbiz.de/10010497096
Saved in:
10
Augmented factor models with applications to validating market risk factors and
forecasting
bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
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